Syung Han: "Risks for the Long Run: a potential resolution of Asset Pricing Puzzles", by Ravi Bansal and Amir Yaron, The Journal of Finance, 2004, Vol. LIX(4), pp.1481-1509. [Paper] [Slides]

Friday, 19:

Hua Zhao: Glosten, L.R. and Jagannathan, R. and Runkle, D.E., 1993,
On the relation between the expected value and the volatility of the nominal excess return on stocks, Journal of finance, 1779--1801.